cumbetaTopN

Syntax

cumbetaTopN(X, Y, S, top, [ascending=true], [tiesMethod='latest'])

Please see Cumulative Moving TopN Functions for the parameters and windowing logic.

Details

The function stably sorts X and Y by S in the order specified by ascending, then calculates the coefficient estimate ordinary-least-squares regressions of Y on X in a cumulative window.

Return value: DOUBLE type

Examples

X=1 2 3 10 100 4 3
Y=1 7 8 9 0 5 8
S = 0.3 0.5 0.1 0.1 0.5 0.2 0.4
cumbetaTopN(X, Y, S, 6, 4)
// output
[,0.1666,0.2441,0.7483,-6.4428,-6.4428,-6.2293]